Futures block trades

NOTE: This is the documentation for the websocket channels futures_blocks and futures_blocks:<SYMBOL>. The channels are available on the Advanced API tier, or with the futures add-on. Contact [email protected], [email protected] or [email protected] for access. You can find fully-functional examples that stream data from many channels here:

Connect to the websocket URI: wss://api.unusualwhales.com/socket?token=<YOUR_API_TOKEN> then join the channel you wish to stream, for example futures_blocks:ESZ6 for block trades in ESZ6. Omit the symbol suffix (futures_blocks) to receive block trades in every contract and strategy. Each message carries one CME block trade in a futures contract or in a multi-leg futures strategy. CME publishes a block trade after it executes: executed_at is when the trade executed and reported_at is when CME reported it.

Delivery characteristics

A block trade can be sent more than once. CME reports a block with the action new, and reports it again with update when the block changes or delete when CME removes it. The newest message for a block replaces the earlier ones. Identify a block by trade_id, exchange and trade_date together, because CME reuses a trade_id in later sessions. A repeated report, or one older than the last message sent for the block, is not sent.
A multi-leg trade arrives as one message. For a multi-leg (MLEG) block the legs array lists the legs. CME also reports each leg as a separate trade, and the channel does not send those.
futures_blocks:<SYMBOL> matches sym exactly, and the symbol is case-sensitive. A multi-leg block goes to the channel of its strategy symbol, such as futures_blocks:SR3:GN, not to the channels of its leg contracts.
Only futures and multi-leg blocks are sent. sec_type is FUT or MLEG. Block trades in options on futures are not sent on this channel.
The channel sends nothing when you join. To load earlier block trades, call /futures/:contract/trades or /futures/flow with blocks_only=true.
Joining without access returns an error. Without the Advanced API tier or the futures add-on, a join is answered with an {"error": "..."} frame and the connection stays open.

Payload format for a single contract:

[
  "futures_blocks:ESZ6",
  {
    "sym": "ESZ6",
    "product": "ES",
    "exchange": "XCME",
    "trade_date": "2026-09-18",
    "executed_at": 1789741867000,
    "reported_at": 1789741912000,
    "price": "6612.25",
    "qty": "250",
    "sec_type": "FUT",
    "action": "new",
    "trade_id": 84213907,
    "strategy_link_id": null,
    "legs": [],
    "quote_bid": "6612.00",
    "quote_ask": "6612.25",
    "quote_ts": 1789741866950,
    "is_block": true
  }
]

Payload format for a multi-leg strategy:

[
  "futures_blocks",
  {
    "sym": "SR3:GN",
    "product": "",
    "exchange": "XCME",
    "trade_date": "2026-09-18",
    "executed_at": 1789742100000,
    "reported_at": 1789742160000,
    "price": null,
    "qty": "2500",
    "sec_type": "MLEG",
    "action": "new",
    "trade_id": 22693914,
    "strategy_link_id": 22693914,
    "legs": [
      {
        "sym": "SR3Z6 C9606",
        "price": "0.12",
        "qty": "2500",
        "sec_type": "OOF",
        "leg_side": "BUY",
        "ratio_qty": "1"
      }
    ],
    "quote_bid": null,
    "quote_ask": null,
    "quote_ts": null,
    "is_block": true
  }
]

Field reference

price, qty and the leg prices and quantities are decimal strings with at most 8 decimal places. Timestamps are Unix timestamps in milliseconds.

Field	Type	Description
`sym`	string	CME Globex symbol of the contract, such as `ESZ6`, or of the strategy for a multi-leg trade, such as `SR3:GN`. Same as the `:` suffix on the keyed channel name.
`product`	string	Globex product root of the contract, such as `ES` or `ZN`. Empty string for multi-leg trades and for contracts whose root is not known yet.
`exchange`	string	Exchange MIC, such as `XCME` or `XCBT`. Empty string when unavailable.
`trade_date`	string	CME trade date in `YYYY-MM-DD` format.
`executed_at`	int	Time the trade executed.
`reported_at`	int	Time CME reported the block trade.
`price`	decimal string \| null	Trade price. `null` when CME reports no price, which is the case for multi-leg trades. Their prices are on the legs.
`qty`	decimal string	Traded quantity.
`sec_type`	string	`FUT` for a futures contract, `MLEG` for a multi-leg strategy.
`action`	string	`new`, `update` or `delete`.
`trade_id`	int	CME trade ID. Unique only together with `exchange` and `trade_date`.
`strategy_link_id`	int \| null	CME strategy link ID. `null` when CME sends none. When present, it equals `trade_id`.
`legs`	object[]	The legs of a multi-leg trade, described below. Empty for a single contract.
`quote_bid`	decimal string \| null	Best bid recorded with the contract’s last regular (non-block) trade at or before `reported_at`, from at most 3 days earlier. `null` for multi-leg trades, for `delete` messages, and when there is no such trade.
`quote_ask`	decimal string \| null	Best ask recorded with the same trade as `quote_bid`. `null` in the same cases.
`quote_ts`	int \| null	Time that regular trade executed. `null` in the same cases.
`is_block`	boolean	Always `true`. The REST futures trade endpoints carry the same field to tell block trades from regular prints.

Each entry of legs:

Field	Type	Description
`sym`	string	CME Globex symbol of the leg, such as `SR3Z6 C9606`.
`price`	decimal string \| null	Leg price. `null` when CME sends none.
`qty`	decimal string	Leg quantity.
`sec_type`	string	Security type of the leg as CME reports it, such as `FUT` or `OOF` (option on a future).
`leg_side`	string \| null	Side of the leg as CME reports it, such as `BUY`. `null` when CME sends none.
`ratio_qty`	string \| null	Ratio quantity of the leg within the strategy, such as `1`. `null` when CME sends none.

Overview

Channels

Delivery characteristics

Field reference

​Delivery characteristics

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Delivery characteristics

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